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We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process $Z$ with Hurst parameter $H>1/2$ and stability index $\alpha>1$. It is shown that the approximations for its solution, which…

概率论 · 数学 2016-07-14 Larysa Pryhara , Georgiy Shevchenko

We study 2D nonlinear stochastic heat equations under a logarithmically attenuated white-noise limit with subcritical coupling. We show that solutions asymptotically exhibit Edwards-Wilkinson fluctuations. This extends work of Ran Tao,…

概率论 · 数学 2025-10-01 Alexander Dunlap , Cole Graham

This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…

概率论 · 数学 2016-04-27 Erkan Nane , Yinan Ni

We analyze the nonlinear stochastic heat equation driven by heavy-tailed noise in free space and arbitrary dimension. The existence of a solution is proved even if the noise only has moments up to an order strictly smaller than its…

概率论 · 数学 2019-03-26 Carsten Chong

We establish the stochastic comparison principles, including moment comparison principle as a special case, for solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t}…

概率论 · 数学 2019-12-12 Le Chen , Kunwoo Kim

In this paper, we study a nonlinear one spatial dimensional stochastic heat equations driven by Gaussian noise: $\frac{\partial u }{\partial t}=\frac{\partial^2 u }{\partial x^2}+\sigma(u )\dot{W} $, where $\dot{W} $ is white in time and…

概率论 · 数学 2021-01-05 Yaozhong Hu , Xiong Wang

We study the statistical mechanics of a one-dimensional log gas with general potential and arbitrary beta, the inverse of temperature, according to the method we introduced for two-dimensional Coulomb gases in [SS2]. Such ensembles…

概率论 · 数学 2014-08-12 Etienne Sandier , Sylvia Serfaty

We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from $-R$ to $R$ converges in total variance distance to a standard normal…

概率论 · 数学 2018-10-24 Jingyu Huang , David Nualart , Lauri Viitasaari

We estimate nonparametrically the spatially varying diffusivity of a stochastic heat equation from observations perturbed by additional noise. To that end, we employ a two-step localization procedure, more precisely, we combine local state…

统计理论 · 数学 2025-05-28 Gregor Pasemann , Markus Reiß

In this article, we study a $d$-dimensional stochastic nonlinear heat equation (SNLH) with a quadratic nonlinearity, forced by a fractional space-time white noise: \begin{equation*} \left\{\begin{array}{l} \partial_t u-\Delta u= \rho^2 u^2…

偏微分方程分析 · 数学 2021-09-27 Nicolas Schaeffer

We consider the two-dimensional stochastic damped nonlinear wave equation (SdNLW) with the cubic nonlinearity, forced by a space-time white noise. In particular, we investigate the limiting behavior of solutions to SdNLW with regularized…

偏微分方程分析 · 数学 2020-05-22 Tadahiro Oh , Mamoru Okamoto , Tristan Robert

In this paper, we study the stochastic convergence of regularized solutions for backward heat conduction problems. These problems are recognized as ill-posed due to the exponential decay of eigenvalues associated with the forward problems.…

数值分析 · 数学 2023-11-08 Zhongjian Wang , Wenlong Zhang , Zhiwen Zhang

We consider a one-dimensional harmonic crystal with conservative noise, in contact with two stochastic Langevin heat baths at different temperatures. The noise term consists of collisions between neighbouring oscillators that exchange their…

统计力学 · 物理学 2011-09-08 Stefano Lepri , Carlos Mejia-Monasterio , Antonio Politi

We study the heat equation with a random potential term. The potential is a one-sided stable noise, with positive jumps, which does not depend on time. To avoid singularities, we define the equation in terms of a construction similar to the…

概率论 · 数学 2011-02-18 Carl Mueller , Leonid Mytnik , Aurel Stan

We develop a theoretical approach to ``spontaneous stochasticity'' in classical dynamical systems that are nearly singular and weakly perturbed by noise. This phenomenon is associated to a breakdown in uniqueness of solutions for fixed…

统计力学 · 物理学 2020-11-04 Gregory L. Eyink , Dmytro Bandak

We study the two-dimensional stochastic nonlinear wave equations (SNLW) with an additive space-time white noise forcing. In particular, we introduce a time-dependent renor- malization and prove that SNLW is pathwise locally well-posed. As…

概率论 · 数学 2018-05-24 Massimiliano Gubinelli , Herbert Koch , Tadahiro Oh

We study the renormalization group flow of the average action of the stochastic Navier--Stokes equation with power-law forcing. Using Galilean invariance we introduce a non-perturbative approximation adapted to the zero frequency sector of…

统计力学 · 物理学 2015-06-04 Carlos Mejía-Monasterio , Paolo Muratore-Ginanneschi

In this article, we establish the well-posedness theory for renormalized entropy solutions of a degenerate parabolic-hyperbolic PDE perturbed by a multiplicative Levy noise with general L1-data on the unbounded domain. By using a suitable…

偏微分方程分析 · 数学 2024-08-27 Soumya Ranjan Behera , Ananta K Majee

We present an analysis on the convergence properties of the so-called geometric heat flow equation for computing geodesics (extremal curves) on Riemannian manifolds. Computing geodesics numerically in real time has become an important…

系统与控制 · 电气工程与系统科学 2026-04-06 Samuel G. Gessow , Brett T. Lopez

This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W is a mean zero Gaussian noise and the differential element uW is interpreted both in the sense of Skorohod and Stratonovich. The existence…

概率论 · 数学 2014-02-12 Yaozhong Hu , Jingyu Huang , David Nualart , Samy Tindel